Lipschitz and Holder stability of optimization problems and generalized equations

被引:44
作者
Gfrerer, Helmut [1 ]
Klatte, Diethard [2 ]
机构
[1] Johannes Kepler Univ Linz, Inst Computat Math, A-4040 Linz, Austria
[2] Univ Zurich, Dept Business Adm, Professorship Math Economists, Zurich, Switzerland
基金
奥地利科学基金会;
关键词
Mathematical programs with disjunctive constraints; Stationarity; Metric subregularity; Variational analysis; Upper Lipschitz stability; Upper Holder stability; NONSMOOTH MATHEMATICAL PROGRAMS; 2ND-ORDER OPTIMALITY CONDITIONS; CONSTRAINT QUALIFICATIONS; VANISHING CONSTRAINTS; COMPLEMENTARITY CONSTRAINTS; METRIC SUBREGULARITY; STATIONARY POINTS; SENSITIVITY; CALMNESS; MULTIFUNCTIONS;
D O I
10.1007/s10107-015-0914-1
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
This paper studies stability aspects of solutions of parametric mathematical programs and generalized equations, respectively, with disjunctive constraints. We present sufficient conditions that, under some constraint qualifications ensuring metric subregularity of the constraint mapping, continuity results of upper Lipschitz and upper Holder type, respectively, hold. Furthermore, we apply the above results to parametric mathematical programs with equilibrium constraints and demonstrate, how some classical results for the nonlinear programming problem can be recovered and even improved by our theory.
引用
收藏
页码:35 / 75
页数:41
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